+668.0%
BE vs IWF
+225.1%
+442.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -3.0% |
| 7D | +10.8% | +2.8% | +8.0% | +6.6% |
| 30D | -19.8% | -7.5% | -12.2% | -5.6% |
| 3M | -18.7% | -8.5% | -10.2% | -1.6% |
| 6M | -33.7% | -7.4% | -26.3% | -18.7% |
| YTD | +121.0% | -2.6% | +123.6% | +154.0% |
| 1Y | +85.4% | -1.8% | +87.3% | +114.0% |
| 3Y | +1,709.5% | +65.5% | +1,644.1% | +835.3% |
| 5Y | +462.2% | +55.8% | +406.4% | +239.4% |
| All | +668.0% | +225.1% | +442.9% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling